cal 1975 1 12
all 2003:12
open data usgedataDFpaper.xls
data(format=xls,org=obs)

set b1 / = Geb
set b2 / = USb
set lp1 / = Lgecpi

set lp2 / = LUscpi
set ls21 / = -LExgeus
clear Ds91
set Ds91 = T>=1991:1
set lp1c / = lp1+0.02222*Ds91  ;*(correcting for the change in German CPI at the reunification)

set Dtax / =0.0
eval Dtax(91:07) = 1
eval Dtax(91:10) = 1
eval Dtax(93:1) = 1

set dp7910 = T==1979:10
set dp8208 = T==1982:8
set dtr8401 / = 0.0
eval dtr8401(1984:1) = 1.00
eval dtr8401(1984:2) = -1.00
set dp8602 = T==1986:2
set dp8808 = T==1988:8
set dp9707 = T==1997:7
source c:\cats2\cats.src;

smpl 1975:07 1998:12
@cats(lags=2,break=trend,dum,season=12,dettrend=cidrift)
# lp1c lp2 ls21 b2 b1
# 1991:1
# Dtax Dp7910 Dp8208 Dtr8401 Dp8602 DP8808 Dp9707

































































































































